Information, data dimension and factor structure
نویسندگان
چکیده
منابع مشابه
Information, data dimension and factor structure
This paper employs concepts from information theory to choosing the dimension of a data set. We calculate relative measures of information in the data in terms of eigenvalues and derive criteria to determine the ‘optimal’ size of the data set, in particular whether an extra variable adds information. The methods can be used as a first step in the construction of a dynamic factor model or a lead...
متن کاملInformation Dimension and the Probabilistic Structure of Chaos
The concepts of entropy and dimension as applied to dynamical systems are reviewed from a physical point of view. The information dimension, which measures the rate at which the information contained in a probability density scales with resolution, fills a logical gap in the classification of attractors in terms of metric entropy, fractal dimension, and topological entropy. Several examples are...
متن کاملdedekind modules and dimension of modules
در این پایان نامه، در ابتدا برای مدول ها روی دامنه های پروفر شرایط معادل به دست آورده ایم و خواصی از ددکیند مدول ها روی دامنه های پروفر مشخص کرده ایم. در ادامه برای ددکیند مدول های با تولید متناهی روی حلقه های به طور صحیح بسته شرایط معادل به دست آورده ایم و ددکیند مدول های ضربی را مشخص کرده ایم. گزاره هایی در مورد بعد ددکیند مدول ها بیان کرده ایم. در پایان، قضایای lying over و going down را برا...
15 صفحه اولA Dimension-Independent Data Structure for Simplicial Complexes
We consider here the problem of representing non-manifold shapes discretized as d-dimensional simplicial Euclidean complexes. To this aim, we propose a dimension-independent data structure for simplicial complexes, called the Incidence Simplicial (IS) data structure, which is scalable to manifold complexes, and supports efficient navigation and topological modifications. The IS data structure h...
متن کاملHausdorff dimension and filling factor
We propose a new hierarchy scheme for the filling factor, a parameter which characterizes the occurrence of the Fractional Quantum Hall Effect ( FQHE ). We consider the Hausdorff dimension, h, as a parameter for classifying fractional spin particles, such that, it is written in terms of the statistics of the collective excitations. The number h classifies these excitations with different statis...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.11.003